Testing multivariate normality

D. R. Cox, N. J. H. Small

Biometrika · 1978 · 149 citations · 10 references

Concepts

Abstract

Previous work on testing multivariate normality is reviewed. Coordinate-dependent and invariant procedures are distinguished. The arguments for concentrating on tests of linearity of regression are indicated and such tests, both coordinate-dependent and invariant, are developed

References

10